MP3 player - For what you want almost any player will do.
Audiobooks - I have not been happy with everything I find on Lbrivox though some of their stuff is OK. If you want to try some classic (as in "older") literature check out Gutenberg.org. As a teacher I mine a lot of stuff off that site.
Podcasts - Be careful. Once hooked you may decide you need a much better player. I love them. I currently have 1132 podcasts on my computer with more coming in every day as the computer downloads my (FREE!) subscriptions.
Some examples:
Science: Scientific American, Mr. Science, Quirks and Quarks, Dinosaurs Before they were Fuels, Naked Archaeology, NASACast: Solar System Video (Need video player),
The intricacies of grammar and vocabulary I need to know for my job: Grammar Grater, Grammar Girl, Hot for Words, Pod-dictionary
Entertainment: Classic Tales Podcast, Vinyl Cafe Stories, Legacy of Laughs Old Time radio, PRI: Selected Shorts,
Music: Folkways Collection, Great Books Chapter a Day,
History: The History of Rome, British History 101, Mat's today in History,
Language: Learn Japanese with Beb and Alex, The Japanese Learner
I even watch the mating behaviors of the modern young people with podcasts like Sex is Fun and Swingercast. My interest here is purely scientific... uh, I only read the articles?